Faculty Information

Specialization and related fields

Academic background

Business career

Belonging society

Official position and committee in Univ.

Book and thesis

（Last updated : 2024-03-30 11:51:27）

SHIMADA Junji
Department Aoyama Gakuin University Department of Marketing, School of Business

Position Professor

■ Specialization and related fields

financial econometrics, financial markets, corporate finance

■ Academic background

1.	Tohoku University〔Master Course〕 Completed
2.	Tohoku University〔Doctorial Course〕 Completed

■ Business career

1.	2004/04～2007/03	Aoyama Gakuin University School of Business Department of Business Administration
2.	2007/04～2009/03	Aoyama Gakuin University School of Business Department of Business Administration Associate Professor
3.	2009/04～2013/03	Aoyama Gakuin University School of Business Department of Marketing Associate Professor
4.	2013/04～	Aoyama Gakuin University School of Business Department of Marketing Professor

■ Belonging society

2006/06～

Econometric Society

■ Official position and committee in Univ.

2013/04/01～2016/03/31

Aoyama Gakuin University Chair

■ Book and thesis

1.	Article	A Network Analysis on Country and Financial Center Attractiveness: Evidence from Asian Economies, 2001-2018 International Review of Economics and Finance 87,pp.418-432 (Collaboration) 2023/04
2.	Article	Network analysis of local currency Asian government bond markets: Assessments of the ABFI and the ABMI North American Journal of Economics and Finance 62 (Collaboration) 2022/11
3.	Article	Who is the Center of Local Currency Asian Government Bond Markets? Japan and the World Economy 59 (Collaboration) 2021/09
4.	Article	The Impact of Quantitative Easing and Carry Trade on the Real Estate Market in Hong Kong International Review of Economics and Finance 69,pp.958-976 (Collaboration) 2020/06
5.	Article	The Multivariate GARCH Model and Its Application to East Asian Financial Market Integration Handbook of Financial Econometrics, Mathematics, Statistics and Machine Learning, Vol.4 pp.4209-4254 (Collaboration) 2020/04
6.	Article	Bond Market Integration in East Asia: A Multivariate GARCH with Dynamic Conditional Correlations Approach International Review of Economics and Finance 51,pp.193-213 (Collaboration) 2017/05
7.	Article	The Dynamic Effects of Quantitative Easing on Stock Price: Evidence from Asian Emerging Markets, 2001-2016 International Review of Economics and Finance 49,pp.548-567 (Collaboration) 2017/03
8.	Article	The Impacts of the 2008 and 2011 Crises on the Japan REIT Market Journal of the Japanese and International Economies 41,pp.30-40 (Collaboration) 2016/09
9.	Article	Magnitudes of Market Inefficiency: Theory and Application Japan and the World Economy 39,pp.23-36 (Collaboration) 2016/09
10.	Article	The dynamic contagion of the global financial crisis into Japanese markets Japan and the World Economy 31,pp.47-53 (Collaboration) 2014/08
11.	Article	Rational Expectation Bubbles: Evidence from Hong Kong's Sub-Indices Applied Economics 46(20),pp.2429-2440 (Collaboration) 2014/04
12.	Article	The Impacts of The IMF-Supported Structural Reform Program on Asian Stock Market Efficiency The Singapore Economic Review 57(4) (Collaboration) 2012/12
13.	Article	An Empirical Analysis of Japanese Interest Rate Swap Spread Recent Advances in Financial Engineering 2011 pp.111-131 (Collaboration) 2012/08
14.	Article	The Dynamic Welfare Cost of Stagnation: An Alternative Measure to the Lucas-Obstfeld Model Pacific Economic Review 16(2),pp.168-191 (Collaboration) 2011/05
15.	Article	Dynamic Welfare Costs of the 1997 Asian Crisis Empirical Economics (Springer) pp.73-92 (Collaboration) 2009/06
16.	Article	Asymmetric International Transmission in the Conditional Mean and Volatility to the Japanese Market from the US: the EGARCH vs. SV Models The Singapore Economic Review 54(1),pp.123-134 (Collaboration) 2009/04
17.	Article	Laplace Approximation for Asymmetric SV model pp.251-264 (Single) 2007/07
18.	Article	Dynamic Efficiency in the East European Emerging Markets Asia-Pacific Financial Markets 12(2),pp.159-179 (Collaboration) 2006/03
19.	Article	Estimation of stochastic volatility models: an approximation to the nonlinear state space representation Communications in Statistics: Simulation and Computation 34(2),pp.429-450 (Collaboration) 2005/06
20.	Article	An EGARCH Model with Possible Asymmetric Error Distribution and Its Application to TOPIX Proceedings of The 5th JAFEE International Conference(JAFEE) pp.131-148 (Collaboration) 1999/03
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